CME British Pound Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
1.4946 |
1.4838 |
-0.0108 |
-0.7% |
1.4730 |
| High |
1.4977 |
1.4946 |
-0.0031 |
-0.2% |
1.5145 |
| Low |
1.4834 |
1.4823 |
-0.0011 |
-0.1% |
1.4625 |
| Close |
1.4836 |
1.4858 |
0.0022 |
0.1% |
1.4934 |
| Range |
0.0143 |
0.0123 |
-0.0020 |
-14.0% |
0.0520 |
| ATR |
0.0166 |
0.0163 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
106,995 |
88,488 |
-18,507 |
-17.3% |
634,397 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5245 |
1.5174 |
1.4926 |
|
| R3 |
1.5122 |
1.5051 |
1.4892 |
|
| R2 |
1.4999 |
1.4999 |
1.4881 |
|
| R1 |
1.4928 |
1.4928 |
1.4869 |
1.4964 |
| PP |
1.4876 |
1.4876 |
1.4876 |
1.4893 |
| S1 |
1.4805 |
1.4805 |
1.4847 |
1.4841 |
| S2 |
1.4753 |
1.4753 |
1.4835 |
|
| S3 |
1.4630 |
1.4682 |
1.4824 |
|
| S4 |
1.4507 |
1.4559 |
1.4790 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6461 |
1.6218 |
1.5220 |
|
| R3 |
1.5941 |
1.5698 |
1.5077 |
|
| R2 |
1.5421 |
1.5421 |
1.5029 |
|
| R1 |
1.5178 |
1.5178 |
1.4982 |
1.5300 |
| PP |
1.4901 |
1.4901 |
1.4901 |
1.4962 |
| S1 |
1.4658 |
1.4658 |
1.4886 |
1.4780 |
| S2 |
1.4381 |
1.4381 |
1.4839 |
|
| S3 |
1.3861 |
1.4138 |
1.4791 |
|
| S4 |
1.3341 |
1.3618 |
1.4648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5001 |
1.4680 |
0.0321 |
2.2% |
0.0198 |
1.3% |
55% |
False |
False |
117,904 |
| 10 |
1.5145 |
1.4625 |
0.0520 |
3.5% |
0.0212 |
1.4% |
45% |
False |
False |
121,479 |
| 20 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0164 |
1.1% |
25% |
False |
False |
71,126 |
| 40 |
1.5541 |
1.4625 |
0.0916 |
6.2% |
0.0132 |
0.9% |
25% |
False |
False |
35,696 |
| 60 |
1.5568 |
1.4625 |
0.0943 |
6.3% |
0.0121 |
0.8% |
25% |
False |
False |
23,838 |
| 80 |
1.5750 |
1.4625 |
0.1125 |
7.6% |
0.0104 |
0.7% |
21% |
False |
False |
17,880 |
| 100 |
1.5969 |
1.4625 |
0.1344 |
9.0% |
0.0087 |
0.6% |
17% |
False |
False |
14,305 |
| 120 |
1.6132 |
1.4625 |
0.1507 |
10.1% |
0.0075 |
0.5% |
15% |
False |
False |
11,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5469 |
|
2.618 |
1.5268 |
|
1.618 |
1.5145 |
|
1.000 |
1.5069 |
|
0.618 |
1.5022 |
|
HIGH |
1.4946 |
|
0.618 |
1.4899 |
|
0.500 |
1.4885 |
|
0.382 |
1.4870 |
|
LOW |
1.4823 |
|
0.618 |
1.4747 |
|
1.000 |
1.4700 |
|
1.618 |
1.4624 |
|
2.618 |
1.4501 |
|
4.250 |
1.4300 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1.4885 |
1.4900 |
| PP |
1.4876 |
1.4886 |
| S1 |
1.4867 |
1.4872 |
|